+44.3%
EWZ vs VSXY
+37.4%
+7.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | +6.5% | -14.0% | +20.5% | +7.7% |
| 30D | +4.8% | -15.9% | +20.8% | +6.1% |
| 3M | +9.9% | +3.4% | +6.5% | +9.3% |
| 6M | +1.9% | +25.9% | -24.0% | -1.3% |
| YTD | +20.3% | +39.5% | -19.2% | +15.3% |
| 1Y | +35.6% | +194.4% | -158.7% | +21.1% |
| 3Y | +43.4% | +281.4% | -238.0% | +19.3% |
| 5Y | +55.9% | +12.8% | +43.2% | +41.9% |
| All | +44.3% | +37.4% | +7.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling